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Updates to support calculated betas in the fundamental feed.

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Sean
2025-05-06 19:07:18 -04:00
parent 664a3f3271
commit 59ba764ae2
8 changed files with 259 additions and 128 deletions
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5
MarketDataLib/Helper/FundamentalMarketDataHelper.cs
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@@ -6,6 +6,7 @@ using System.Threading;
using MarketData.MarketDataModel;
using MarketData.DataAccess;
using MarketData.Utils;
using MarketData.Numerical;
namespace MarketData.Helper
{
@@ -219,6 +220,8 @@ namespace MarketData.Helper
{
Fundamental priorFundamental=FundamentalDA.GetFundamental(symbol);
fundamental.MergeFrom(priorFundamental); // if any fields are missing on this run then carry forward fields from previous run
fundamental.BetaCalc36=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,36);
fundamental.BetaCalc06=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,6);
FundamentalDA.InsertFundamental(fundamental);
MDTrace.WriteLine(LogLevel.DEBUG,Fundamental.Header);
MDTrace.WriteLine(LogLevel.DEBUG,fundamental.ToString());
@@ -243,6 +246,8 @@ namespace MarketData.Helper
if(null!=nextEarningsDate)fundamental.NextEarningsDate=nextEarningsDate.Value;
Fundamental priorFundamental=FundamentalDA.GetFundamental(symbol);
fundamental.MergeFrom(priorFundamental); // if any fields are missing on this run then carry forward fields from previous run
fundamental.BetaCalc36=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,36);
fundamental.BetaCalc06=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,6);
FundamentalDA.InsertFundamental(fundamental);
MDTrace.WriteLine(LogLevel.DEBUG,Fundamental.Header);
MDTrace.WriteLine(LogLevel.DEBUG,fundamental.ToString());